AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M Turnover 54.39%
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
+6.26%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$239M
AUM Growth
-$47.1M
Cap. Flow
-$56.7M
Cap. Flow %
-23.73%
Top 10 Hldgs %
10.77%
Holding
330
New
33
Increased
35
Reduced
78
Closed
81
Avg Time Held
0.6 years
Top 10 Avg Time Held
0.2 years
Top 20 Avg Time Held
0.3 years

Top Buys

Rank Stock Value
1
PRAH
PRA Health Sciences, Inc.
PRAH
+$2.4M
2
PBCT
People's United Financial Inc
PBCT
+$2.3M
3
ATH
Athene Holding Ltd. Class A Common Shares
ATH
+$2.14M
4
COHR icon
Coherent Inc
COHR
+$1.87M
5
GCMG icon
GCM Grosvenor
GCMG
+$1.85M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$3.59M
2
BMCH
BMC Stock Holdings, Inc
BMCH
+$2.8M
3
CXO
CONCHO RESOURCES INC.
CXO
+$2.51M
4
PE
PARSLEY ENERGY INC
PE
+$2.18M
5
QEP
QEP RESOURCES, INC.
QEP
+$1.67M

Sector Composition

Rank Sector Weight
1 Technology 19.32%
2 Financials 15.67%
3 Industrials 15.62%
4 Healthcare 11.92%
5 Consumer Staples 10.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
CTAS icon
101
Cintas
CTAS
$82.8B
$959K 0.4%
11,236
-1,800
-14% -$152K
2020 Q2
3 quarters
OPTU icon
102
Optimum Communications Inc
OPTU
$335M
$951K 0.4%
29,224
– –
2020 Q2
3 quarters
LH icon
103
Labcorp
LH
$25.7B
$951K 0.4%
+4,339
New +$871K
2021 Q1
0 quarters
AVY icon
104
Avery Dennison
AVY
$13B
$946K 0.4%
5,150
-1,185
-19% -$202K
2020 Q2
3 quarters
LSTR icon
105
Landstar System
LSTR
$5.74B
$941K 0.39%
5,698
-1,500
-21% -$233K
2020 Q2
3 quarters
CACC icon
106
Credit Acceptance
CACC
$5.53B
$938K 0.39%
2,605
-1,377
-35% -$499K
2020 Q3
2 quarters
THG icon
107
Hanover Insurance
THG
$7.88B
$933K 0.39%
+7,208
New +$869K
2021 Q1
0 quarters
GOOGL icon
108
Alphabet (Google) Class A
GOOGL
$4.25T
$928K 0.39%
9,000
+820
+10% +$80.9K
2020 Q4
1 quarter
DVA icon
109
DaVita
DVA
$11.5B
$921K 0.39%
8,542
-1,592
-16% -$177K
2020 Q3
2 quarters
MKTX icon
110
MarketAxess Holdings
MKTX
$5.79B
$919K 0.38%
+1,846
New +$984K
2021 Q1
0 quarters
BOX icon
111
Box
BOX
$5.22B
$911K 0.38%
39,685
-9,369
-19% -$182K
2020 Q1
4 quarters
TXN icon
112
Texas Instruments
TXN
$256B
$911K 0.38%
4,818
– –
2020 Q4
1 quarter
J icon
113
Jacobs Solutions
J
$16.6B
$909K 0.38%
8,504
– –
2020 Q4
1 quarter
KDP icon
114
Keurig Dr Pepper
KDP
$45.1B
$895K 0.37%
26,028
– –
2020 Q3
2 quarters
DCI icon
115
Donaldson
DCI
$10.1B
$893K 0.37%
15,349
-3,269
-18% -$195K
2020 Q2
3 quarters
LOW icon
116
Lowe's Companies
LOW
$106B
$893K 0.37%
4,697
– –
2018 Q1
12 quarters
MMSI icon
117
Merit Medical Systems
MMSI
$5.2B
$887K 0.37%
14,818
– –
2020 Q2
3 quarters
JHG icon
118
DELISTED
Janus Henderson
JHG
$876K 0.37%
28,106
+1,926
+7% +$60.6K
2020 Q4
1 quarter
NLSN
119
DELISTED
Nielsen Holdings plc
NLSN
$868K 0.36%
34,498
-7,714
-18% -$182K
2020 Q2
3 quarters
ORCL icon
120
Oracle
ORCL
$396B
$863K 0.36%
12,295
– –
2020 Q2
3 quarters
OTEX icon
121
Open Text
OTEX
$6.05B
$862K 0.36%
18,066
-25,431
-58% -$1.19M
2018 Q1
12 quarters
CBRE icon
122
CBRE Group
CBRE
$37.3B
$857K 0.36%
10,828
-819
-7% -$57.9K
2018 Q1
12 quarters
ELAN icon
123
Elanco Animal Health
ELAN
$11.3B
$856K 0.36%
29,076
– –
2020 Q4
1 quarter
DLB icon
124
Dolby
DLB
$5.51B
$853K 0.36%
8,642
– –
2020 Q4
1 quarter
EXC icon
125
Exelon
EXC
$43.9B
$850K 0.36%
27,244
– –
2020 Q2
3 quarters
3 4
5
6 7

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TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
DCI
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
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BPM
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AlphaSimPlex Group's Q1 2021 Portfolio in Review

As of Q1 2021, AlphaSimPlex Group held 330 positions worth $239M, down 16% from $286M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AlphaSimPlex Group withdrew a net $56.7M in Q1 2021, closing 81 positions and reducing 78 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $3.59M position sold in full.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 16% a quarter earlier, followed by Financials and Industrials.

Against the trend, AlphaSimPlex Group opened a new position in PRA Health Sciences, Inc. worth $2.71M.

  • AlphaSimPlex Group's largest Q1 2021 buy was PRA Health Sciences, Inc.: 17,666 shares worth $2.71M.
  • AlphaSimPlex Group added most to Roper Technologies in Q1 2021, an estimated $1.15M increase.
  • AlphaSimPlex Group's biggest Q1 2021 reduction was Generac Holdings, cutting an estimated $1.33M.
  • AlphaSimPlex Group fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q1 2021, selling an estimated $3.59M.
  • AlphaSimPlex Group's ten largest holdings make up 11% of its $239M portfolio in Q1 2021.
  • AlphaSimPlex Group opened 33 new positions and closed 81 in Q1 2021.
  • AlphaSimPlex Group's portfolio value fell 16% quarter-over-quarter to $239M.

Based on AlphaSimPlex Group's 13F filing for Q1 2021, filed 12 May 2021.